Courses of Study 2011-2012 
    
    Mar 29, 2024  
Courses of Study 2011-2012 [ARCHIVED CATALOG]

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AEM 7110 - Econometrics II


Fall. 3 credits.

Prerequisite: AEM 7100  or equivalent.

T. D. Mount.

Coverage beyond AEM 7100  of dynamic models, including single-equation ARIMA, vector ARIMA, Kalman filtering, structural dynamic models, and regime switching. Topics include endogeneity, stability, causality, and cointegration.



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